+19.8%
SCHW vs SW
-2.6%
+22.3%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.9% | -0.2% | -1.1% |
| 7D | +3.9% | +2.3% | +1.6% | +3.7% |
| 30D | -4.3% | +6.8% | -11.1% | -4.8% |
| 3M | -14.8% | -5.2% | -9.6% | -14.5% |
| 6M | -0.1% | +7.4% | -7.5% | -1.1% |
| YTD | -7.5% | +17.4% | -24.9% | -9.7% |
| 1Y | -1.6% | +27.1% | -28.7% | -4.8% |
| 3Y | +71.4% | +47.9% | +23.6% | +63.1% |
| All | +19.8% | -2.6% | +22.3% | +12.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SW.
Daily Out/Under-Performance
Portfolio return minus SW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SW return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded SW wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling